NYMEX Light Sweet Crude Oil Future December 2008
Trading Metrics calculated at close of trading on 25-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2008 |
25-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
125.88 |
126.60 |
0.72 |
0.6% |
131.00 |
High |
127.39 |
127.63 |
0.24 |
0.2% |
134.15 |
Low |
124.90 |
123.79 |
-1.11 |
-0.9% |
123.79 |
Close |
126.60 |
124.62 |
-1.98 |
-1.6% |
124.62 |
Range |
2.49 |
3.84 |
1.35 |
54.2% |
10.36 |
ATR |
4.77 |
4.71 |
-0.07 |
-1.4% |
0.00 |
Volume |
41,882 |
69,762 |
27,880 |
66.6% |
207,218 |
|
Daily Pivots for day following 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136.87 |
134.58 |
126.73 |
|
R3 |
133.03 |
130.74 |
125.68 |
|
R2 |
129.19 |
129.19 |
125.32 |
|
R1 |
126.90 |
126.90 |
124.97 |
126.13 |
PP |
125.35 |
125.35 |
125.35 |
124.96 |
S1 |
123.06 |
123.06 |
124.27 |
122.29 |
S2 |
121.51 |
121.51 |
123.92 |
|
S3 |
117.67 |
119.22 |
123.56 |
|
S4 |
113.83 |
115.38 |
122.51 |
|
|
Weekly Pivots for week ending 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
158.60 |
151.97 |
130.32 |
|
R3 |
148.24 |
141.61 |
127.47 |
|
R2 |
137.88 |
137.88 |
126.52 |
|
R1 |
131.25 |
131.25 |
125.57 |
129.39 |
PP |
127.52 |
127.52 |
127.52 |
126.59 |
S1 |
120.89 |
120.89 |
123.67 |
119.03 |
S2 |
117.16 |
117.16 |
122.72 |
|
S3 |
106.80 |
110.53 |
121.77 |
|
S4 |
96.44 |
100.17 |
118.92 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
134.15 |
123.79 |
10.36 |
8.3% |
4.09 |
3.3% |
8% |
False |
True |
41,443 |
10 |
148.03 |
123.79 |
24.24 |
19.5% |
5.20 |
4.2% |
3% |
False |
True |
42,110 |
20 |
148.60 |
123.79 |
24.81 |
19.9% |
4.65 |
3.7% |
3% |
False |
True |
38,787 |
40 |
148.60 |
122.37 |
26.23 |
21.0% |
4.80 |
3.9% |
9% |
False |
False |
38,308 |
60 |
148.60 |
108.34 |
40.26 |
32.3% |
4.50 |
3.6% |
40% |
False |
False |
38,725 |
80 |
148.60 |
100.02 |
48.58 |
39.0% |
4.04 |
3.2% |
51% |
False |
False |
34,062 |
100 |
148.60 |
95.83 |
52.77 |
42.3% |
3.85 |
3.1% |
55% |
False |
False |
32,611 |
120 |
148.60 |
85.60 |
63.00 |
50.6% |
3.60 |
2.9% |
62% |
False |
False |
30,368 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
143.95 |
2.618 |
137.68 |
1.618 |
133.84 |
1.000 |
131.47 |
0.618 |
130.00 |
HIGH |
127.63 |
0.618 |
126.16 |
0.500 |
125.71 |
0.382 |
125.26 |
LOW |
123.79 |
0.618 |
121.42 |
1.000 |
119.95 |
1.618 |
117.58 |
2.618 |
113.74 |
4.250 |
107.47 |
|
|
Fisher Pivots for day following 25-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
125.71 |
126.93 |
PP |
125.35 |
126.16 |
S1 |
124.98 |
125.39 |
|